-29.4%
STZ vs RUN
-82.6%
+53.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +4.9% | +33.4% | -28.5% | +3.3% |
| 30D | +20.9% | +31.1% | -10.3% | +19.0% |
| 3M | +8.0% | +6.4% | +1.6% | +7.4% |
| 6M | -5.3% | -22.2% | +16.9% | -4.7% |
| YTD | +5.9% | -45.8% | +51.7% | +7.6% |
| 1Y | +14.2% | -51.1% | +65.3% | +16.5% |
| 3Y | -37.0% | -3.0% | -34.0% | -42.1% |
| All | -29.4% | -82.6% | +53.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling